• Communications for Statistical Applications and Methods
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• 제10권3호
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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.

• 전기화학회지
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• 제11권1호
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• pp.33-36
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• 2008

본 연구에서는 겔식 VRLA (valve regulated lead acid번지의 충전상태(SoC) 판단을 위해 임피던스 기법을 이용하여 조사하였다. 임피던스는 VRLA전지 (2V/1.2Ah)의 다양한 충전상태에서 진폭 10mV로 100kHz에서${\sim}$10mHz까지 측정하였다. 측정된 임피던스 데이터로부터 등가회로를 유도하고, CNLS (Complex Non-linear Least Squares) 법을 사용하여 분석하였다. 양극 쪽의 전하전이 저항과 전기이중층 커패시턴스가 음극보다 높았다. 겔 저항은 충전상태가 감소함에 따라 증가하며 이는 VRLA 전지의 충전상태를 판단하는데 중요한 파라미터임을 확인하였다.

• 대한기계학회논문집A
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• 제27권8호
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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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• 제1권2호
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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.

• 응용통계연구
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• 제26권3호
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• pp.431-440
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• 2013

우리는 두꺼운 꼬리를 갖는 분포의 모수를 추정하는 방법론을 연구하였다. 일반적으로 MLE(최대우도 추정량)가 모수추정 방법론중에 가장 많이 사용되는데, 이는 MLE가 점근적 일치성과 정규성 그리고 효율성을 가지고 있기 때문이다. 하지만 MLE가 늘 가장 좋은 추정법은 아니다. 어떤 경우에는 MLE가 존재하지 않을 수도 있고 계산이 안정적이지 않을 수도 있다. 본 논문에서는 비선형 최소제곱추정법을 이용한 모수추정 방법론을 제시하고 그 성능을 MLE와 비교하였다. NLS 추정량은 empirical CDF와 이론적 CDF의 차이의 제곱을 최소화 하는 방법론이다. 본 논문에서는 두꺼운 꼬리를 가지는 다양한 분포하에서 우리가 제안하는 NLS방법론과 MLE와의 성능을 비교하였다. 그 결과, Burr 분포에서 표본의 수가 적을 때 우리의 방법론이 MLE보다 좋은 성능을 보여주었고, Frechet 분포에서도 좋은 결과를 얻을 수 있었다.

• Smart Structures and Systems
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• 제31권2호
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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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• 제33권1호
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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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• 제8권3호
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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.

• 한국근적외분광분석학회:학술대회논문집
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• 한국근적외분광분석학회 2001년도 NIR-2001
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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).

• 대한자원환경지질학회:학술대회논문집
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• 대한자원환경지질학회 1999년도 춘계 공동학술발표회
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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.