• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.931-954
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• 2003

It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

• Journal of the Korean Electrochemical Society
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• v.11 no.1
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• pp.33-36
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• 2008

In the present study, impedance spectrometry has been used for predicting State-of-Charge (SoC) of gel type, Valve Regulated Lead Acid (VRLA), battery. The impedance measurements of VRLA battery (2V/1.2 Ah) at various SoC were made over the frequency range from 100kHz to 10mHz with an amplitude 10 mV. The impedance parameters have been evaluated by the analysis of the data using an equivalent circuit and a complex non-linear least squares (CNLS) fitting method. The charge transfer resistance values and double layer capacitance values of the positive electrode were higher than those of the negative electrode. The gel resistance values increased with decreasing in SoC. This indicates that the gel resistance is an important parameter for predicting SoC of VRLA battery.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.8
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• pp.1273-1280
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• 2003

In this paper, transparent dynamic photoelastic experimental hybrid method for propagating cracks in orthotropic material was developed. Using transparent dynamic photoelastic experimental hybrid method, we can obtain stress intensity factor and separate the stress components from only isochromatic fringe patterns without using isoclinics. When crack is propagated with constant velocity, the contours of stress components in the vicinity of crack tip in orthotropic material are similar to those of isotropic material or orthotropic material with stationary crack under the static load. Dynamic stress intensity factors are decreased as crack growths. It was certified that the dynamic photoelastic experimental hybrid method was very useful for the analysis of the dynamic fracture mechanics.

• Genomics & Informatics
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• v.1 no.2
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• pp.94-100
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• 2003

Motivation: Many have observed a nonlinear relationship between the signal intensity and the transcript abundance in microarray data. The first step in analyzing the data is to normalize it properly, and this should include a correction for the nonlinearity. The commonly used linear normalization schemes do not address this problem. Results: Nonlinearity is present in both cDNA and oligonucleotide arrays, but we concentrate on the latter in this paper. Across a set of chips, we identify those genes whose within-chip ranks are relatively constant compared to other genes of similar intensity. For each gene, we compute the sum of the squares of the differences in its within-chip ranks between every pair of chips as our statistic and we select a small fraction of the genes with the minimal changes in ranks at each intensity level. These genes are most likely to be non-differentially expressed and are subsequently used in the normalization procedure. This method is a generalization of the rank-invariant normalization (Li and Wong, 2001), using all available chips rather than two at a time to gather more information, while using the chip that is least likely to be affected by nonlinear effects as the reference chip. The assumption in our method is that there are at least a small number of non­differentially expressed genes across the intensity range. The normalized expression values can be substantially different from the unnormalized values and may result in altered down-stream analysis.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.431-440
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• 2013

We consider the problem of estimating the parameters of heavy tailed distributions. In general, maximum likelihood estimation(MLE) is the most preferred method of parameter estimation because it has good properties such as asymptotic consistency, normality and efficiency. However, MLE is not always the best solution because MLE is unstable or does not exist in some cases. This paper proposes another parameter estimation method, non-linear least squares(NLS) and compares its performance to MLE. The NLS estimator is achieved by minimizing sum of squared difference between empirical cumulative distribution function(CDF) and a theoretical distribution function. In this article, we compare the NLS method to MLE using simulated data from heavy tailed distributions. The NLS method is shown to perform better than MLE in Burr distribution when the sample size is small; in addition, it performs well in a Frechet distribution.

• Smart Structures and Systems
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• v.31 no.2
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• pp.101-111
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• 2023

Structural health monitoring (SHM) covers a range of damage detection strategies for buildings. In real-time, SHM provides a basis for rapid decision making to optimise the speed and economic efficiency of post-event response. Previous work introduced an SHM method based on identifying structural nonlinear hysteretic parameters and their evolution from structural force-deformation hysteresis loops in real-time. This research extends and generalises this method to investigate the impact of a wide range of flag-shaped or pinching shape nonlinear hysteretic response and its impact on the SHM accuracy. A particular focus is plastic stiffness (K_p), where accurate identification of this parameter enables accurate identification of net and total plastic deformation and plastic energy dissipated, all of which are directly related to damage and infrequently assessed in SHM. A sensitivity study using a realistic seismic case study with known ground truth values investigates the impact of hysteresis loop shape, as well as added noise, on SHM accuracy using a suite of 20 ground motions from the PEER database. Monte Carlo analysis over 22,000 simulations with different hysteresis loops and added noise resulted in absolute percentage identification error (median, (IQR)) in K_p of 1.88% (0.79, 4.94)%. Errors were larger where five events (Earthquakes #1, 6, 9, 14) have very large errors over 100% for resulted K_p as an almost entirely linear response yielded only negligible plastic response, increasing identification error. The sensitivity analysis shows accuracy is reduces to within 3% when plastic drift is induced. This method shows clear potential to provide accurate, real-time metrics of non-linear stiffness and deformation to assist rapid damage assessment and decision making, utilising algorithms significantly simpler than previous non-linear structural model-based parameter identification SHM methods.

• Journal of Biosystems Engineering
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• v.33 no.1
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• pp.63-68
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• 2008

This study was carried out to find a useful method to predict hardness of tomato using optical spectrum data. Optical spectrum of reflectance and transmittance data were collected processed by 9 kind of preprocessing methods-normalizations of mean, maximum and range, SNV (standard normal variate), MSC (multiplicative scatter correction), the first derivative and second derivative of Savitzky-Golay and Norris-Gap. With the preprocessed and non-processed original spectrum data, prediction models of hardness of tomato were developed using analytical tools of PLS (partial least squares) and MLR (multiple linear regression) and tested for their validation. The test of validation resulted that the analytical tools of PLS and MLR output similar performances while the transmittance spectra showed much better result than the reflectance spectra.

• Structural Engineering and Mechanics
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• v.8 no.3
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• pp.299-310
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• 1999

One problem with base isolators of the sliding type is that their dynamic responses are nonlinear, which cannot be solved in an easy manner, as distinction must be made between the sliding and non-sliding phases. The lack of a simple method for analyzing structures installed with base isolators is one of the obstacles encountered in application of these devices. As an initial effort toward simplification of the analysis procedure for base-isolated structures, an approach will be proposed in this paper for computing the equivalent damping for the resilient-friction base isolators (R-FBI), based on the condition that the sum of the least squares of errors of the linearized response with reference to the original nonlinear one is a minimum. With the aid of equivalent damping, the original nonlinear system can be replaced by a linear one, which can then be solved by methods readily available. In this paper, equivalent damping curves are established for all ranges of the parameters that characterize the R-FBI for some design spectra.

• Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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• 2001.06a
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• pp.4112-4112
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• 2001

The feasibility of NIR spectroscopy as a quick and nondestructive method for quality control of uniformity of coating thickness of pharmaceutical tablets was investigated. Near infrared spectra of a set of pharmaceutical tablets with varying coating thickness were measured with a diffuse reflectance fiber optic probe connected to a Broker IFS 28/N FT-NIR spectrometer. The challenging issues encountered in this study included: 1. The similarity of the formulation of the core and coating materials, 2. The lack of sufficient calibration samples and 3. The non-linear relationship between the NIR spectral intensity and coating: thickness. A peak at 7184 $cm^{-1}$ was identified that differed for the coating material and the core material when M spectra were collected at 2 $cm^{-1}$ resolution (0.4 nm at 7184 $cm^{-1}$). The study showed that the coating thickness can be analyzed by polynomial fitting of the peak area of the selected peak, while least squares calibration of the same data failed due to the lack of availability of sufficient calibration samples. Samples of coal powder and solid pieces of coal were analyzed by FT-NIR diffuse reflectance spectroscopy with the goal of predicting their ash content, percentage of volatile components, and energy content. The measurements were performed on a Broker Vector 22N spectrometer with a fiber optic probe. A partial least squares model was constructed for each of the parameters of interest for solid and powdered sample forms separately. Calibration models varied in size from 4 to 10 PLS ranks. Correlation coefficients for these models ranged from 86.6 to 95.0%, with root-mean-square errors of cross validation comparable to the corresponding reference measurement methods. The use of FT-NIR diffuse reflectance measurement techniques was found to be a significant improvement over existing measurement methodologies in terms of speed and ease of use, while maintaining the desired accuracy for all parameters and sample forms.(Figure Omitted).

• Proceedings of the KSEEG Conference
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• 1999.04a
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• pp.90-93
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• 1999

We present a high frequency electromagnetic (EM) inversion scheme for detecting and characterizing a fracture using single-hole data. At high frequencies, say above tens of mega-hertz, since displacement currents cannot be ignored, electrical permittivity as well as electrical conductivity is to be considered together for analyzing the EM scattering data. In this paper, we have developed a three-step inversion scheme to map the fracture and to evaluate its electrical conductivity and permittivity. We performed EM profiling along the z-axis using three-component receivers for each source. The model was excited by a vertical magnetic dipole and the resistant magnetic fields were inverted using the non-linear least-squares method. Background resistivity and permittivity were easily obtained using vertical magnetic fields below 1 MHz and above 10 MHz, respectively. Both the vertical and dipping sheets were successfully mapped using the phase difference between 40 and 41 MHz. The electrical property of the sheet was well resolved using the information obtained in the previous two steps and secondary magnetic fields. Our study shows the potential of imaging the fracture in single-hole survey environment using the high frequency EM method.