• 응용통계연구
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• 제29권5호
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• pp.773-786
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• 2016

분위수 회귀는 반응변수의 조건부 분위수 함수를 추정함으로써 반응변수와 예측변수의 관계에 대한 포괄적인 정보를 제공한다. 그러나 여러 개의 분위수 함수를 개별적으로 추정하게 되면 이들이 서로 교차할 가능성이 있으며, 이러한 분위수 함수의 교차(quantile crossing) 현상 분위수의 이론적 기본 특성에 위배된다. 본 논문에서는 다중 비교차 분위수 함수의 추정의 대표적인 방법들의 특성을 적합식과 계산 알고리즘의 측면에서 살펴보고, 모의실험과 실제 자료 분석을 통해 그 성능을 비교하였다.

• 한국자기공명학회논문지
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• 제9권2호
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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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• 제30권2호
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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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• 제5권3호
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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 $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2010년도 춘계 학술대회 제22권1호
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• pp.113-114
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• 2010

본 연구에서는 Part I에서 제안한 평가법를 이용하여 철근콘크리트 건물의 지진손상도를 평가하였다. 본 평가법의 특징은 비선형 지진해석 및 능력스펙트럼(C.S.M)등의 상세 성능평가 방법을 사용하지 않고도 비선형요구내력스펙트럼을 통해 특정 연성률에 대한 지진입력수준, 잔존내진성능 그리고 붕괴메커니즘을 효과적으로 파악 할 수 있다는 점이다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 1995년도 춘계학술대회논문집; 전남대학교, 19 May 1995
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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.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2001년도 가을 학술발표회 논문집
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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.

• 대한기계학회논문집
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• 제12권1호
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• pp.131-136
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• 1988

본 연구에서는 기반의 주기변위를 받는 주진동계에 비선형스프링과 선형 감쇠를 갖는 비선형동흡진기가 부착된 진동계의 운동방정식을 유도하여 조화바란스법 으로 지면에 대한 주진동계의 상대진폭의 진폭비를 산출하고 안정성해석을 하였으며, 비선형성의 영향과 스프링의 경.연성에 따르는 특성을 규명하였다.

• Steel and Composite Structures
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• 제6권5호
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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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• 제24권4호
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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.