• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.773-786
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• 2016

Multiple quantile regression that simultaneously estimate several conditional quantiles of response given covariates can provide a comprehensive information about the relationship between the response and covariates. Some quantile estimates can cross if conditional quantiles are separately estimated; however, this violates the definition of the quantile. To tackle this issue, multiple quantile regression with non-crossing constraints have been developed. In this paper, we carry out a comparison study on several popular methods for non-crossing multiple linear quantile regression to provide practical guidance on its application.

• Journal of the Korean Magnetic Resonance Society
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• v.9 no.2
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• pp.93-102
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• 2005

Purpose: To develop an advanced non-linear curve fitting (NLCF) algorithm for dynamic susceptibility contrast study of brain. Materials and Methods: The first pass effects give rise to spuriously high estimates of $K^{trans}$ in voxels with large vascular components. An explicit threshold value has been used to reject voxels. Results: By using this non-linear curve fitting algorithm, the blood perfusion and the volume estimation were accurately evaluated in T2*-weighted dynamic contrast enhanced (DCE)-MR images. From the recalculated each parameters, perfusion weighted image were outlined by using modified non-linear curve fitting algorithm. This results were improved estimation of T2*-weighted dynamic series. Conclusion: The present study demonstrated an improvement of an estimation of kinetic parameters from dynamic contrast-enhanced (DCE) T2*-weighted magnetic resonance imaging data, using contrast agents. The advanced kinetic models include the relation of volume transfer constant $K^{trans}\;(min^{-1})$ and the volume of extravascular extracellular space (EES) per unit volume of tissue $\nu_e$.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.847-853
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• 1998

Suppose we want to compare following non-hierarchical log-linear models, $H_0:f(x, heta inTheta_a)$ vs H_1:g(x, heta inTheta_eta); for; Theta_a,;Theta_etasubsetTheta;such;that;Theta_$\alpha$/ Theta_eta$. The goodness of fit test using the likelihood ratio test statistic for comparing these models could not be acceptable. By using the polyhedrons plots of Choi and Hong (1995), we propose a method to decide a better model between two non-hierarchical log-linear models $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

• Proceedings of the Korea Concrete Institute Conference
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• 2010.05a
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• pp.113-114
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• 2010

In this study, the earthquake damage evaluation of a R/C frame building is carried out based on the method proposed in Part I. Using the proposed method, the earthquake damage of building system based on non-linear required strength spectrum can be effectively evaluated without using the detailed seismic evaluation methods, including non-linear dynamic analyses, capacity spectrum method, etc.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1995.04a
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• pp.110-115
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• 1995

In this paper, the problem of non-linear torsional oscillation of a system incorporating a Hooke's joint is studied. Classical perturbation methods including higher order averaging and bifurcation theory are adopted for analysis. The equation of motion derived by Porter[1] is presented and the type of the system is identified. It has been found that two important cases deserve extensive study. Method of higher order averaging which is a main research tool in this study is introduced briefly. The averaged equations are studied analyticallyand numerically and the method of averaging has been found to be effective to study complex non-linear system.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2001.10a
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• pp.327-334
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• 2001

This paper presents a non-linear analysis procedure for plane frame structures by finite element formulation with assumptions of Timoshenko beam theory. Finite element displacement method based on Lagrangian formulation is used and two-noded and isoparametric line element is adopted to represent finite element model. The layered approach is used for the elasto-plastic analysis of the plane frame structures with rectangular and I cross sections. A load incremental method combined with the tangent stiffness and the initial stiffness methods for each load increment is used for the solution of non-linear equations. Numerical examples are presented to investigate the behavior and the accuracy of the elasto-plastic non-linear application and the results of this study are compared with other solutions using the concept of plastic hinge.

• Transactions of the Korean Society of Mechanical Engineers
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• v.12 no.1
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• pp.131-136
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• 1988

This study is a research on the dynamic characteristics of non-linear dynamic vibration absorber in which harmonic motion is applied to the foundation of the main system. The amplitude ratio of the system with non-linear dynamic vibration absorber was obtained by harmonic balance methods and the unstable region was determined by stability analysis. As a result of study, the amplitude ratio decreases as mass ratio increases.

• Steel and Composite Structures
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• v.6 no.5
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• pp.417-433
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• 2006

In this paper, a non-linear structural analysis software with pro-processing and post-recessing function is proposed by the author. The software incorporating the functions of the structural analysis and geometrical design of Tensegrity structures. Using this software, Cable Dome is analyzed as a prototype, a comprehensive study on the structural behavior of Tensegrity domes is presented in detail. Design methods of Tensegrity domes were proposed. Based on the analysis, optimizing design was performed. Several new Tensegrity domes with different geometrical design scheme are proposed, the structural analysis of the new schemes is also conducted. The analysis result shows that the proposed new forms of the Tensegrity domes are reasonable for practical applications.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.4
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• pp.375-385
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• 2020

In this paper, a special indefinite inner product, named hyperbolic scalar product, is used and all acquired results have been raised and proved with the proviso that the space is equipped with this indefinite scalar product. The main objective is to be introduced and applied an indefinite oblique projection method, called Indefinite Lanczos J-biorthogonalizatiom process, which in addition to building a pair of J-biorthogonal bases for two used Krylov subspaces, leads to the introduction of a process for solving large non-J-symmetric linear systems, i.e., Indefinite two-sided Lanczos Algorithm for Linear systems.